+44.4%
UDR vs PSLV
+190.6%
-146.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -3.5% | -3.5% | 0.0% | -3.1% |
| 30D | -5.3% | -2.1% | -3.2% | -5.2% |
| 3M | -9.5% | -1.6% | -7.9% | -9.6% |
| 6M | -0.7% | -25.5% | +24.8% | +2.0% |
| YTD | -1.2% | -11.4% | +10.2% | -3.0% |
| 1Y | -5.7% | +48.6% | -54.3% | -14.9% |
| 3Y | +3.7% | +166.9% | -163.1% | -16.0% |
| 5Y | -18.9% | +152.4% | -171.3% | -34.7% |
| All | +44.4% | +190.6% | -146.2% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PSLV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling